Large sample sieve estimation of semi-nonparametric models

X Chen - Handbook of econometrics, 2007 - Elsevier
Often researchers find parametric models restrictive and sensitive to deviations from the
parametric specifications; semi-nonparametric models are more flexible and robust, but lead …

Restrictions of economic theory in nonparametric methods

RL Matzkin - Handbook of econometrics, 1994 - Elsevier
This chapter describes several nonparametric estimation and testing methods for
econometric models. Instead of using parametric assumptions on the functions and …

[图书][B] Econometric analysis of cross section and panel data

JM Wooldridge - 2010 - books.google.com
The second edition of a comprehensive state-of-the-art graduate level text on
microeconometric methods, substantially revised and updated. The second edition of this …

[引用][C] Microeconometrics: methods and applications

AC Cameron - Cambridge University, 2005 - books.google.com
This book provides the most comprehensive treatment to date of microeconometrics, the
analysis of individual-level data on the economic behavior of individuals or firms using …

Statistics and causal inference

PW Holland - Journal of the American statistical Association, 1986 - Taylor & Francis
Problems involving causal inference have dogged at the heels of statistics since its earliest
days. Correlation does not imply causation, and yet causal conclusions drawn from a …

[图书][B] A guide to modern econometrics

M Verbeek - 2017 - books.google.com
A Guide to Modern Econometrics, 5th Edition has become established as a highly
successful textbook. It serves as a guide to alternative techniques in econometrics with an …

[图书][B] Modeling ordered choices: A primer

WH Greene, DA Hensher - 2010 - books.google.com
It is increasingly common for analysts to seek out the opinions of individuals and
organizations using attitudinal scales such as degree of satisfaction or importance attached …

Panel data analysis—advantages and challenges

C Hsiao - Test, 2007 - Springer
We explain the proliferation of panel data studies in terms of (i) data availability,(ii) the more
heightened capacity for modeling the complexity of human behavior than a single cross …

[图书][B] Nonparametric econometrics

A Pagan, A Ullah, C Gourieroux, PCB Phillips… - 1999 - researchgate.net
The other surveys of the field concentrate on density estimation and nonparametric
(singleequation) regression, and consider various statistical methods which aren't widely …

An IV model of quantile treatment effects

V Chernozhukov, C Hansen - Econometrica, 2005 - Wiley Online Library
The ability of quantile regression models to characterize the heterogeneous impact of
variables on different points of an outcome distribution makes them appealing in many …